+247.9%
CIEN vs RCAT
-100.0%
+347.9%
-94.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.0% | +3.1% | +1.1% |
| 7D | -15.2% | -1.4% | -13.8% | -15.2% |
| 30D | -21.5% | -3.3% | -18.1% | -21.5% |
| 3M | -40.1% | -43.2% | +3.1% | -39.9% |
| 6M | -6.6% | -43.2% | +36.6% | -6.4% |
| YTD | +37.3% | +5.5% | +31.7% | +37.1% |
| 1Y | +174.5% | -1.6% | +176.2% | +174.1% |
| 3Y | +562.3% | +773.7% | -211.4% | +555.1% |
| 5Y | +463.9% | +187.6% | +276.3% | +458.5% |
| 10Y | +1,302.4% | -98.5% | +1,400.8% | +1,242.8% |
| All | +247.9% | -100.0% | +347.9% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RCAT.
Daily Out/Under-Performance
Portfolio return minus RCAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCAT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded RCAT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling